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Security audit

大开门投资框架

Security checks for vulnerabilities and agentic risk

Overview

This is a markdown-only investing framework skill with no executable behavior, but users should treat its stock selection and exit guidance as educational rather than personalized financial advice.

Install only if you want a framework for analyzing investment ideas. Do not rely on it as a broker, advisor, or source of current market truth; verify data independently and consider adding or expecting explicit financial-risk disclaimers before using it for real portfolio decisions.

Vulnerability Patterns
  • Skill Instruction HijackingAlters the agent's session goals or safety constraints when the skill loads
  • Agent Memory PoisoningWrites attacker-controlled rules into memory that affect later sessions
  • Remote Payload Retrieval and ExecutionFetches external code whose behavior can change after review
  • Embedded Malicious CodeShips malicious scripts inside the skill and executes them locally
  • Unauthorized Access and Privilege EscalationObtains permissions beyond the task's legitimate needs
Vulnerability Patterns
  • Prompt InjectionInstruction Override, Hidden Instructions, Exfiltration Commands
  • Data ExfiltrationExternal Transmission, Env Variable Harvesting, File System Enumeration
  • Privilege EscalationExcessive Permissions, Sudo/Root Execution, Credential Access
  • Supply ChainUnpinned Dependencies, External Script Fetching, Obfuscated Code
  • Excessive AgencyUnrestricted Tool Access, Autonomous Decision Making, Scope Creep
Findings (1)

Missing User Warnings

Medium
Confidence
95% confidence
Finding
The skill explicitly offers stock selection, hold/exit timing, and purchase decisions, but does not include any warning that outputs may be incomplete, uncertain, or not financial advice. In this context, users could reasonably rely on the skill as actionable investment guidance, increasing the risk of financial harm from unsuitable or speculative recommendations.

Static analysis

No suspicious patterns detected.